相关论文: LOCO: Distributing Ridge Regression with Random Pr…

Random forest regression is a powerful non-parametric method that adapts to local data characteristics through data-driven partitioning, making it effective across diverse application domains. However, the piecewise constant nature of…

We apply split conformal prediction techniques to regression problems with circular responses by introducing a suitable conformity score, leading to prediction sets with adaptive arc length and finite-sample coverage guarantees for any…

Penalized logistic regression is extremely useful for binary classification with large number of covariates (higher than the sample size), having several real life applications, including genomic disease classification. However, the…

Graph clustering is a fundamental computational problem with a number of applications in algorithm design, machine learning, data mining, and analysis of social networks. Over the past decades, researchers have proposed a number of…

In various applications with large spatial regions, the relationship between the response variable and the covariates is expected to exhibit complex spatial patterns. We propose a spatially clustered varying coefficient model, where the…

In this work, we address the unsupervised classification issue by exploiting the general idea of Random Projection Ensemble. Specifically, we propose to generate a set of low dimensional independent random projections and to perform…

Distributed systems have been widely used in practice to accomplish data analysis tasks of huge scales. In this work, we target on the estimation problem of generalized linear models on a distributed system with nonrandomly distributed…

Recent advances in machine learning make it possible to design efficient prediction algorithms for data sets with huge numbers of parameters. This paper describes a new technique for "hedging" the predictions output by many such algorithms,…

In this paper, we investigate a divide and conquer approach to Kernel Ridge Regression (KRR). Given n samples, the division step involves separating the points based on some underlying disjoint partition of the input space (possibly via…

We propose an approach for fitting linear regression models that splits the set of covariates into groups. The optimal split of the variables into groups and the regularized estimation of the regression coefficients are performed by…

We propose an algorithm for distributed optimization over time-varying communication networks. Our algorithm uses an optimized ratio between the number of rounds of communication and gradient evaluations to achieve fast convergence. The…

The linear regression model cannot be fitted to high-dimensional data, as the high-dimensionality brings about empirical non-identifiability. Penalized regression overcomes this non-identifiability by augmentation of the loss function by a…

Here we propose an algorithm, named generalized orthogonal components regression (GOCRE), to explore the relationship between a categorical outcome and a set of massive variables. A set of orthogonal components are sequentially constructed…

Regression trees and their ensemble methods are popular methods for nonparametric regression: they combine strong predictive performance with interpretable estimators. To improve their utility for locally smooth response surfaces, we study…

We apply diffusion strategies to develop a fully-distributed cooperative reinforcement learning algorithm in which agents in a network communicate only with their immediate neighbors to improve predictions about their environment. The…

Distributed optimization for resource allocation problems is investigated and a sub-optimal continuous-time algorithm is proposed. Our algorithm has lower order dynamics than others to reduce burdens of computation and communication, and is…

Logistic regression models are a popular and effective method to predict the probability of categorical response data. However inference for these models can become computationally prohibitive for large datasets. Here we adapt ideas from…

We review distributionally robust optimization (DRO), a principled approach for constructing statistical estimators that hedge against the impact of deviations in the expected loss between the training and deployment environments. Many…

Conformal prediction offers a distribution-free framework for constructing prediction sets with finite-sample coverage. Yet, efficiently leveraging multiple conformity scores to reduce prediction set size remains a major open challenge.…

Scale invariance (fractality) is a prominent feature of the large-scale behavior of many stochastic systems. In this work, we construct an algorithm for the statistical identification of the Hurst distribution (in particular, the scaling…